Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51576.97 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48377.91 Kr¶

PnL: ---------------------------------------> -709.66 Kr¶

DD now: ---------------------------------> -0.707 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 15:44:55.938266'

Anic Portfolio¶

Today¶

Return: -0.62 %¶

This Week¶

Return: 8.521 %¶

Total¶

Return: 68.85 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.160000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 -0.920000 774.800000 101.800000 15.130000 673.000000
Nordea Bank Abp 29 -0.260000 3525.820000 71.820000 2.080000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
HEBA B 70 -1.410000 2684.500000 48.500000 1.840000 2636.000010
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
Swedbank A 3 1.780000 601.500000 37.500000 6.650000 564.000000
SAAB B 8 -0.420000 3412.800000 35.800000 1.060000 3377.000000
Resurs Holding 22 0.110000 609.620000 35.620000 6.210000 573.999998
AcadeMedia 12 -0.610000 590.880000 33.880000 6.080000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.420000 381.500000 26.500000 7.460000 355.000000
Intrum 4 0.110000 540.000000 13.000000 2.470000 527.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Securitas B 6 -1.040000 573.120000 3.120000 0.550000 570.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Coor Service Management Hold. 8 0.300000 532.800000 0.800000 0.150000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.000000 0.000000 0.000000 246.000000
Handelsbanken A 5 0.320000 545.000000 -1.000000 -0.180000 546.000000
Corem Property Group B 59 -1.780000 571.120000 -5.880000 -1.020000 576.999999
Midsona B 63 -3.490000 574.560000 -8.440000 -1.450000 582.999984
Boozt 12 -0.070000 1644.000000 -10.000000 -0.600000 1653.999996
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Essity B 2 -0.620000 546.600000 -27.400000 -4.770000 574.000000
CTEK 13 -2.180000 495.430000 -38.570000 -7.220000 533.999999
International Petroleum Corp. 5 -2.800000 554.500000 -40.070000 -6.740000 594.565215
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -0.930000 1765.500000 -223.500000 -11.240000 1989.000002
Axfood 15 0.480000 4065.000000 -235.000000 -5.470000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48369.650000 -717.920000 -0.72322% 49087.564636

Updated:¶

'2023-01-31 15:44:37.831956'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶